I don’t know what’s “proper”, but I do all my animations on one timeline and split them up in UE4.
Blender has the ability to make several actions and the NLA stuff…which is beyond my current understanding. I just put it all on the same timeline and mark the frames I’ve set everything on, then import with Animation checked but NLA and All Actions unchecked.
I do have a weird issue still where the frame the keyframe is on in Blender doesn’t match in UE4. Haven’t quite figured that out yet but I’ve worked around it in UE4 so far. For instance, something that is on frame 30 in Blender might be at 30.45 or something in UE4. I thought it was an issue with the frames per second setting in Blender but that didn’t seem to change anything.